NYMEX Light Sweet Crude Oil Future March 2013
Trading Metrics calculated at close of trading on 31-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2012 |
31-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
91.61 |
90.91 |
-0.70 |
-0.8% |
89.23 |
High |
91.97 |
92.40 |
0.43 |
0.5% |
91.97 |
Low |
90.82 |
90.49 |
-0.33 |
-0.4% |
88.78 |
Close |
91.30 |
92.27 |
0.97 |
1.1% |
91.30 |
Range |
1.15 |
1.91 |
0.76 |
66.1% |
3.19 |
ATR |
1.58 |
1.60 |
0.02 |
1.5% |
0.00 |
Volume |
44,216 |
32,174 |
-12,042 |
-27.2% |
139,749 |
|
Daily Pivots for day following 31-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.45 |
96.77 |
93.32 |
|
R3 |
95.54 |
94.86 |
92.80 |
|
R2 |
93.63 |
93.63 |
92.62 |
|
R1 |
92.95 |
92.95 |
92.45 |
93.29 |
PP |
91.72 |
91.72 |
91.72 |
91.89 |
S1 |
91.04 |
91.04 |
92.09 |
91.38 |
S2 |
89.81 |
89.81 |
91.92 |
|
S3 |
87.90 |
89.13 |
91.74 |
|
S4 |
85.99 |
87.22 |
91.22 |
|
|
Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.25 |
98.97 |
93.05 |
|
R3 |
97.06 |
95.78 |
92.18 |
|
R2 |
93.87 |
93.87 |
91.88 |
|
R1 |
92.59 |
92.59 |
91.59 |
93.23 |
PP |
90.68 |
90.68 |
90.68 |
91.01 |
S1 |
89.40 |
89.40 |
91.01 |
90.04 |
S2 |
87.49 |
87.49 |
90.72 |
|
S3 |
84.30 |
86.21 |
90.42 |
|
S4 |
81.11 |
83.02 |
89.55 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
92.40 |
88.78 |
3.62 |
3.9% |
1.53 |
1.7% |
96% |
True |
False |
34,384 |
10 |
92.40 |
87.58 |
4.82 |
5.2% |
1.50 |
1.6% |
97% |
True |
False |
45,704 |
20 |
92.40 |
86.40 |
6.00 |
6.5% |
1.49 |
1.6% |
98% |
True |
False |
46,671 |
40 |
92.40 |
85.80 |
6.60 |
7.2% |
1.73 |
1.9% |
98% |
True |
False |
41,409 |
60 |
95.21 |
85.80 |
9.41 |
10.2% |
1.77 |
1.9% |
69% |
False |
False |
34,630 |
80 |
101.78 |
85.80 |
15.98 |
17.3% |
1.86 |
2.0% |
40% |
False |
False |
30,367 |
100 |
101.78 |
85.80 |
15.98 |
17.3% |
1.79 |
1.9% |
40% |
False |
False |
26,887 |
120 |
101.78 |
85.80 |
15.98 |
17.3% |
1.77 |
1.9% |
40% |
False |
False |
23,731 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.52 |
2.618 |
97.40 |
1.618 |
95.49 |
1.000 |
94.31 |
0.618 |
93.58 |
HIGH |
92.40 |
0.618 |
91.67 |
0.500 |
91.45 |
0.382 |
91.22 |
LOW |
90.49 |
0.618 |
89.31 |
1.000 |
88.58 |
1.618 |
87.40 |
2.618 |
85.49 |
4.250 |
82.37 |
|
|
Fisher Pivots for day following 31-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
92.00 |
92.00 |
PP |
91.72 |
91.72 |
S1 |
91.45 |
91.45 |
|